Ishares US Manufacturing ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.58% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 1.04 | |
| 0.0729 | 5.63 | |
| 0.9715 | 119.32 | |
| -0.1324 | -10.09 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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